Hello, Young Dragon. It would be helpful if you could provide a sentence or a link to the source in which you found this language. Context is always helpful when people are trying to figure out what something means.
I'm just guessing here, but I imagine that the phrase "to get a little Sally on the side" would mean something like "to get some sex" or "to visit a brothel".
It's from the fourth episode of Game of Thrones. Here is the text.
I know for a fact that some of the officers go to that brothel in Mole's town. I wouldn't doubt it. Don't you think it's a little bit unfair? Making us take our vows
while they sneak off for a little sally on the side?- Sally on the side?- It's silly, isn't it?What, we can't defend the wall unless we're celibate? It's absurd...
Thanks for the additional information, Young Dragon. I have no idea whether people actually use or have used the expression "to get a little Sally on the side". It might be nothing more than the product of some game writer's imagination. Nonetheless, it seems to refer to getting some sex, perhaps from a prostitute. As the statement is preceded by the statement "I know for a fact that some of the officers go that brothel in Mole's town", that's surely what "getting a little Sally on the side" would mean.
In BrE, it is common to refer to extra-marital affairs as being on the side. EG he had something on the side. It is obviously quite a crude expression. Sally is a common woman's name that happens to alliterate with side. Whether or not you've heard specifically Sally on the side, you would assume they meant an adulterous affair, with or without a prostitute if you were familiar with the expression "on the side".